+33.3%
PLD vs FTI
+191.5%
-158.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.1% | -4.4% | -1.8% |
| 7D | -0.8% | -7.6% | +6.8% | +0.5% |
| 30D | -0.3% | -7.1% | +6.9% | +0.8% |
| 3M | -8.0% | -8.7% | +0.7% | -7.0% |
| 6M | -9.8% | -14.0% | +4.2% | -8.0% |
| YTD | +1.8% | +42.8% | -41.1% | -7.3% |
| 1Y | +5.6% | +50.4% | -44.8% | -4.9% |
| 3Y | +33.3% | +194.1% | -160.9% | +1.7% |
| All | +33.3% | +191.5% | -158.2% | +1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling